Perturbation analysis of continuous-time absorbing Markov chains.
Hal CaswellPublished in: Numer. Linear Algebra Appl. (2011)
Keyphrases
- markov chain
- steady state
- transition probabilities
- random walk
- markov processes
- monte carlo
- finite state
- state space
- markov model
- stochastic process
- stationary distribution
- markov process
- monte carlo method
- monte carlo simulation
- transition matrix
- queueing theory
- confidence intervals
- optimal control
- machine learning
- sample path
- probabilistic automata